The EaR model and the expanded VaR model : an application to bond portfolios
CiNii
Available at 6 libraries
Bibliographic Information
- Title
- "The EaR model and the expanded VaR model : an application to bond portfolios"
- Statement of Responsibility
- Shigeru Yoshifuji
- Publisher
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- Bank of Japan. Institute for Monetary and Economic Studies
- Publication Year
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- 1997
- Book size
- 30 cm
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Details 詳細情報について
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- CRID
- 1130282272978406656
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- NII Book ID
- BA33169860
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- Text Lang
- en
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- Country Code
- ja
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- Title Language Code
- en
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- Place of Publication
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- Tokyo
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- Data Source
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- CiNii Books